Have been running Windows 8 for a while now and last weekend I was using Sharepoint and wanted to use the feature “Open in Explorer”. This didn’t work as expected, seems to be the same problem as in Windows 7 and IE9 with full FQDN sites.
I first tried with adding the Registry key AuthForwardServerList under HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\WebClient\Parameters and restarted the service Webclient and restarted internet Explorer but I still had this issue.
Then I found another tip from Google. In AuthForwardServerList, you usually just enter the FQDN address once, but in this case you write the same address twice. Then the “Open in explorer” worked